Factor and factor loading augmented estimators for panel regression with possibly nonstrong factors
Jad Beyhum and Eric Gautier
| Year of publication: |
2023
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|---|---|
| Authors: | Beyhum, Jad ; Gautier, Eric |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 1, p. 270-281
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| Subject: | Factor models | Flexible unobserved heterogeneity | Interactive fixed effects | Panel data | Principal components analysis | Panel | Panel study | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.2011300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540841